Derivative-Free and Blackbox Optimization (Springer Series in Operations Research and Financial Engineering)
Explores derivative-free and blackbox optimization techniques, providing theory and methods for cases where gradient information is unavailable or unreliable.
About This Book
This book presents methods and theory for optimization problems where derivative information is unavailable or impractical to obtain.
It covers a range of algorithms suitable for blackbox optimization scenarios in engineering and applied sciences.
Readers will find both theoretical foundations and practical approaches relevant to operations research and financial engineering.
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